+479.6%
ELV vs ALLY
+124.8%
+354.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.8% |
| 7D | +3.3% | +3.7% | -0.4% | +2.4% |
| 30D | +4.2% | -2.3% | +6.4% | +4.7% |
| 3M | -0.1% | +3.8% | -3.9% | -1.2% |
| 6M | +41.3% | +9.7% | +31.5% | +37.2% |
| YTD | +17.4% | -1.4% | +18.9% | +16.9% |
| 1Y | +35.1% | +8.2% | +26.8% | +31.0% |
| 3Y | -3.2% | +66.5% | -69.7% | -19.1% |
| 5Y | +15.6% | +1.2% | +14.4% | +7.1% |
| 10Y | +276.8% | +191.4% | +85.3% | +122.6% |
| All | +479.6% | +124.8% | +354.8% | +259.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling